+230.9%
QCOM vs PSA
+140.2%
+90.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +5.8% | +1.5% | +4.3% | +5.3% |
| 30D | -2.3% | +16.7% | -19.0% | -7.7% |
| 3M | +2.7% | +4.0% | -1.3% | +1.1% |
| 6M | -21.0% | +10.9% | -31.9% | -24.5% |
| YTD | +1.8% | +34.2% | -32.4% | -9.4% |
| 1Y | +2.4% | +26.6% | -24.2% | -6.9% |
| 3Y | +52.1% | +54.7% | -2.6% | +26.3% |
| 5Y | +14.6% | +30.0% | -15.4% | +0.7% |
| 10Y | +230.9% | +132.7% | +98.2% | +133.0% |
| All | +230.9% | +140.2% | +90.7% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling